At the picture in the slideshow module. Then save the slideshow again. Same concept as adding a paragraph to a Word document. Go back to the original document, make the changes, and save it again. This saved slideshow is a separate file that has to be re-created if you make changes to it.
Jim, the OP could be referring to the "collection" that is created by clicking on the tab- [Create Saved Slideshow].
If the slideshow has been "Exported"- then yes, it will need to be exported ( or re-created) again.
If it is just to add another photo to the slideshow in the Lr slideshow module, it can be done by simply dragging it from Library Grid view, onto the Saved Collection in the Collections panel. (then place in custom order in the Collection )
(Slideshow Collections show in the Collections panel with an icon that looks like a 'play' button [>] )